+8,590.7%
FIX vs KR
+1,273.1%
+7,317.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +9.0% | +9.3% |
| 7D | -7.2% | -0.5% | -6.7% | -7.3% |
| 30D | -35.1% | +10.3% | -45.4% | -36.7% |
| 3M | -34.3% | +20.7% | -55.0% | -37.1% |
| 6M | -42.9% | +4.9% | -47.8% | -44.3% |
| YTD | +19.5% | +10.7% | +8.7% | +14.3% |
| 1Y | +16.8% | +7.2% | +9.6% | +12.2% |
| 3Y | +506.7% | +65.7% | +441.0% | +410.8% |
| 5Y | +1,046.7% | +80.8% | +965.9% | +826.1% |
| 10Y | +3,800.0% | +159.6% | +3,640.4% | +2,617.6% |
| All | +8,590.7% | +1,273.1% | +7,317.6% | +4,234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling